Summer 18: Why Visualforce Pages are rendered without Header and Sidebar in Classic (Aloha)
In your comments you suggest that you can work around this by turning LEX off for the org, but I found that removing the LEX User permission from the profile will also fix the rendering of the header and sidebar. Then, when the LEX User permission is turned back on, the header and sidebar remain on the VF tab. It seems to maintain the header and sidebar even when switching to lightning and then back to classic.